Generated at 15:18 on Thursday 11/12/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
402 |
-9,466,534 |
| 0 |
37 |
0 |
| 1 |
357 |
10,497,849 |
|
target_notional |
| target_notional |
1,031,315 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
567,167 |
1,031,315 |
2,039,476 |
19,964,383 |
0.028 |
0.052 |
0.102 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-5,800,128 |
| 0 |
0 |
| 1 |
6,367,295 |
|
alpha_notional |
| alpha_notional |
2,039,476 |
|
alpha_notional |
| pos_sign |
|
| -1 |
644,135 |
| 0 |
0 |
| 1 |
1,395,341 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
64 |
-498,988 |
1,445,738 |
-0.345 |
0.072 |
| CHN |
149 |
-96,124 |
3,151,584 |
-0.031 |
0.158 |
| HKG |
100 |
458,085 |
3,056,051 |
0.150 |
0.153 |
| IDN |
10 |
240,785 |
240,785 |
1.000 |
0.012 |
| JPN |
295 |
-535,686 |
7,583,935 |
-0.071 |
0.380 |
| KOR |
90 |
164,385 |
1,633,643 |
0.101 |
0.082 |
| MYS |
6 |
196,769 |
196,769 |
1.000 |
0.010 |
| NZL |
1 |
-69,484 |
69,484 |
-1.000 |
0.003 |
| SGP |
7 |
262,459 |
351,679 |
0.746 |
0.018 |
| THA |
10 |
499,900 |
499,900 |
1.000 |
0.025 |
| TWN |
64 |
409,213 |
1,734,815 |
0.236 |
0.087 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-972,363 |
| 0 |
1 |
0 |
| 1 |
14 |
473,375 |
| CHN |
-1 |
85 |
-1,623,854 |
| 0 |
6 |
0 |
| 1 |
58 |
1,527,730 |
| HKG |
-1 |
50 |
-1,298,983 |
| 0 |
2 |
0 |
| 1 |
48 |
1,757,068 |
| IDN |
1 |
10 |
240,785 |
| JPN |
-1 |
152 |
-4,059,810 |
| 0 |
13 |
0 |
| 1 |
130 |
3,524,125 |
| KOR |
-1 |
45 |
-734,629 |
| 0 |
1 |
0 |
| 1 |
44 |
899,014 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
196,769 |
| NZL |
-1 |
1 |
-69,484 |
| SGP |
-1 |
2 |
-44,610 |
| 1 |
5 |
307,069 |
| THA |
0 |
1 |
0 |
| 1 |
9 |
499,900 |
| TWN |
-1 |
18 |
-662,801 |
| 0 |
12 |
0 |
| 1 |
34 |
1,072,014 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-972,363 |
-972,363 |
-595,898 |
0.78 |
-0.079 |
-0.065 |
77,610 |
| 0 |
1 |
0 |
0 |
0 |
1.72 |
-0.195 |
-0.195 |
0 |
| 1 |
14 |
473,375 |
473,375 |
67,725 |
0.29 |
0.085 |
0.081 |
46,518 |
| CHN |
-1 |
85 |
-1,623,854 |
-1,623,854 |
-893,717 |
1.07 |
-0.204 |
-0.200 |
273,653 |
| 0 |
6 |
0 |
0 |
0 |
0.43 |
-0.115 |
-0.088 |
0 |
| 1 |
58 |
1,527,730 |
1,527,730 |
1,181,537 |
1.10 |
0.030 |
0.031 |
91,067 |
| HKG |
-1 |
50 |
-1,298,983 |
-1,298,983 |
-1,002,447 |
1.00 |
-0.019 |
0.003 |
57,948 |
| 0 |
2 |
0 |
0 |
0 |
1.40 |
-0.130 |
-0.130 |
0 |
| 1 |
48 |
1,757,068 |
1,757,068 |
1,189,396 |
0.82 |
0.124 |
0.127 |
250,818 |
| IDN |
1 |
10 |
240,785 |
240,785 |
138,618 |
0.66 |
0.225 |
0.225 |
52,810 |
| JPN |
-1 |
152 |
-4,059,810 |
-4,059,810 |
-1,794,865 |
0.66 |
-0.036 |
-0.036 |
218,547 |
| 0 |
13 |
0 |
0 |
0 |
1.34 |
0.043 |
0.071 |
0 |
| 1 |
130 |
3,524,125 |
3,524,125 |
1,710,315 |
0.69 |
0.076 |
0.076 |
309,053 |
| KOR |
-1 |
45 |
-734,629 |
-734,629 |
-1,158,965 |
1.74 |
-0.043 |
-0.053 |
46,992 |
| 0 |
1 |
0 |
0 |
0 |
2.08 |
0.359 |
0.359 |
0 |
| 1 |
44 |
899,014 |
899,014 |
725,804 |
1.06 |
0.243 |
0.248 |
222,271 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
0.107 |
0.107 |
0 |
| 1 |
5 |
196,769 |
196,769 |
52,723 |
0.41 |
0.162 |
0.173 |
33,365 |
| NZL |
-1 |
1 |
-69,484 |
-69,484 |
-46,317 |
0.67 |
-0.051 |
-0.051 |
3,558 |
| SGP |
-1 |
2 |
-44,610 |
-44,610 |
-30,329 |
0.64 |
-0.060 |
-0.060 |
2,248 |
| 1 |
5 |
307,069 |
307,069 |
105,688 |
0.33 |
0.105 |
0.090 |
26,245 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.37 |
0.132 |
0.132 |
0 |
| 1 |
9 |
499,900 |
499,900 |
67,341 |
0.26 |
0.212 |
0.196 |
109,864 |
| TWN |
-1 |
18 |
-662,801 |
-662,801 |
-277,591 |
0.63 |
0.064 |
0.078 |
-36,423 |
| 0 |
12 |
0 |
0 |
0 |
0.94 |
0.154 |
0.154 |
0 |
| 1 |
34 |
1,072,014 |
1,072,014 |
1,128,147 |
1.16 |
0.217 |
0.214 |
253,331 |